No need. It's a practice that serves little purpose but lots of old-school brewers still do it, so it remains in brew kit instruction books. I'd levae it where it is until you need to bottle/keg.
I'll point out the obvious, too, that hefeweizen means wheat beer with yeast. It isn't supposed to be clear anyway, so trying to clear with primary doesn't make any sense and you don't want to age it a long time either.
Until the gravity is stable and not lowering for several days. Many are done with a 2-3 week primary if the yeast is managed well and temperature is appropriate.